Cauchy Proximal Splitting (CPS)

These Matlab functions implement a proximal splitting method involving a non-convex penalty function based on the heavy-tailed Cauchy distribution. A function for calculating the proximal operator of the Cauchy prior is provided, and two examples are included to illustrate how to perform cost function optimisation with a forward-backward (FB) -based algorithm that implements the corresponding Cauchy proximal splitting (CPS) method. The two signal processing examples include 1D signal denoising in the frequency domain and image de-blurring.